+601.2%
PH vs SNAP
-78.3%
+679.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.3% |
| 7D | +7.4% | +2.6% | +4.8% | +7.1% |
| 30D | +0.5% | -19.6% | +20.0% | +2.5% |
| 3M | -10.2% | +0.4% | -10.6% | -10.8% |
| 6M | +8.9% | -5.9% | +14.9% | +8.4% |
| YTD | +9.7% | -35.3% | +45.0% | +12.8% |
| 1Y | +12.8% | -42.6% | +55.4% | +17.5% |
| 3Y | +134.6% | -53.9% | +188.5% | +140.4% |
| 5Y | +204.5% | -90.3% | +294.8% | +237.3% |
| All | +601.2% | -78.3% | +679.5% | +507.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling